YES that 9.5% draw down is shows was an error! he didn't
have the 9/3 exit, I will be posting the new images here
And again just to be clear the max draw down is NOT based off
where the system went long, it's based off the max recent highs to
the DVT exit. For example Morningstar might show a DD of -6%
however since that's from the highs tot he DVT exit the trade might
still be up 5% or 10% from the original entry
point.
here's the new corrected reports. Remember as I stated the max
draw down is based NOT on the system's long entry point to the DVT
exit, it's based off the exit from the recent highs, therefore you
can most max draw down numbers were actually positive trades.
Anyway this new report doesn't show the graph back to 2006
for some reason so I'll get that, however the yearly data back to
2006 is on page 2.
YES that 9.5% draw down
SPX 401K Stats
Posted by matt on 10th of Oct 2020 at 03:30 pm
YES that 9.5% draw down is shows was an error! he didn't have the 9/3 exit, I will be posting the new images here
And again just to be clear the max draw down is NOT based off where the system went long, it's based off the max recent highs to the DVT exit. For example Morningstar might show a DD of -6% however since that's from the highs tot he DVT exit the trade might still be up 5% or 10% from the original entry point.
here's the new corrected reports.
Posted by matt on 10th of Oct 2020 at 04:54 pm
here's the new corrected reports. Remember as I stated the max draw down is based NOT on the system's long entry point to the DVT exit, it's based off the exit from the recent highs, therefore you can most max draw down numbers were actually positive trades. Anyway this new report doesn't show the graph back to 2006 for some reason so I'll get that, however the yearly data back to 2006 is on page 2.
I'll have some new stats
Posted by matt on 10th of Oct 2020 at 05:26 pm
I'll have some new stats tomorrow, I will double check everything and re run them again through Morningstar.